The Black-Scholes equation is literally the basic heat diffusion equation [1]. [1] https://quant.stackexchange.com/questions/84/transformation-from-the-black-s

The Black-Scholes equation is literally the basic heat diffusion equation [1]. [1] https://quant.stackexchange.com/questions/84/transformation-from-the-black-scholes-differential-equation-to-the-diffusion-equ https://quant.stackexchange.com/questions/84/transformation-...